+295.8%
AMD vs EFX
-30.1%
+325.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.1% |
| 7D | +44.7% | -3.6% | +48.4% | +46.4% |
| 30D | -3.3% | +25.3% | -28.6% | -12.5% |
| 3M | +21.2% | +3.8% | +17.4% | +16.7% |
| 6M | +30.6% | +12.7% | +17.8% | +17.0% |
| YTD | +173.3% | -13.1% | +186.4% | +174.8% |
| 1Y | +126.1% | -9.3% | +135.4% | +120.4% |
| 3Y | +393.5% | +3.5% | +390.0% | +289.7% |
| 5Y | +295.8% | -30.6% | +326.4% | +316.2% |
| All | +295.8% | -30.1% | +325.8% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling